That's why you want to leave an empty file in it's place, and make it read only.
Once you do that, whatever is launching it will still find the file where it's expecting it, but it won't run. If whatever is creating tries to create a new one, it will fail because there's already a file there by that name. Making it read-only prevents it from being overwritten by the other program. It may start throwing an error that will tell you what the name of the program that tried to create it is.
Thanks guys
The actual name of the file is PING.EXE-31216D26.pf and it is located in the Wondows “Prefetch” folder. I am not sure what file is creating it, but I guess we should see.